It's normal with some (or all) versions of outlook.

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Diane Poremsky [MVP - Outlook]
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"John Jeffrey" wrote in message
...
When I select "Turn Off", Win XP shuts down any program that happens to be
running (with prompts to save any open files). This is convenient, but
the
exception is Outlook - if it's open, I am prompted to close it. Is this
normal, or is there a setting I can alter?